-44.9%
S vs PTC
+39.0%
-83.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.4% | +1.3% | +0.1% | +0.5% |
| 30D | -10.8% | +1.1% | -11.9% | -11.4% |
| 3M | +5.4% | +30.1% | -24.8% | -16.7% |
| 6M | +41.2% | +34.0% | +7.2% | +6.9% |
| YTD | +56.2% | +12.8% | +43.4% | +37.9% |
| 1Y | +36.3% | +10.7% | +25.6% | +22.8% |
| 3Y | +49.4% | +29.6% | +19.8% | +10.4% |
| 5Y | -66.9% | +63.5% | -130.4% | -80.5% |
| All | -44.9% | +39.0% | -83.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling